F. Armerin

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Person:2010739



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The moment generating function of a reflected Brownian motion with drift
Results in Applied Mathematics
2026-01-21Paper
Investments with declining cost following a Lévy process
European Journal of Operational Research
2022-09-29Paper
American perpetual options with random start
Results in Applied Mathematics
2020-11-10Paper
Optimal stopping of a killed exponentially growing process
Applied Mathematics and Computation
2019-11-27Paper
An axiomatic approach to the valuation of cash flows
Scandinavian Actuarial Journal
2018-07-11Paper
Term Structure Models with Parallel and Proportional Shifts
Applied Mathematical Finance
2007-10-11Paper


Research outcomes over time


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